03266ntm a22005297i 4500 000714777 CZ-PrVSE 20240615111821.0 m d cr n|||||||||| 240615s2024 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Perlác, Radovan ISIS:148868 dis Testování Fundamentálních Indikátorů v Dlouhém Období na Americkém Akciovém Trhu eng Testing of fundamental indicators over the long term on the U.S. stock market / Radovan Perlác 2024 ?? stran : digital, PDF soubor Vedoucí práce: Petr Musílek Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví, 2024 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2024 The goal of this master’s thesis was to analyze whether fundamental indicators could identify securities with the potential to outperform the U.S. stock market during the time period 2014 - 2024. The study is divided into a theoretical and an experimental part. The theoretical part explores the financial discipline of fundamental analysis, explaining the concept of fundamental indicators and their significance. The experimental part first outlines the methodology which is then used for testing of the seven chosen fundamental indicator based strategies against the S&P 100 index, as our set benchmark. Among these strategies, only the one emphasizing high ROE stocks consistently outperformed the benchmark. Strategies focusing on the low P/E ratio stocks, as well as combined strategies involving stocks with both low P/S ratio and high ROE, or low P/E ratio and high ROE, were successful in surpassing the benchmark under certain conditions, particularly when focusing on stricter values of fundamental indicators. Conversely, strategies centered on low P/S ratio stocks, low P/BV stocks, and high dividend yield stocks failed to outperform the benchmark throughout the studied period. Způsob přístupu: Internet finance [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas Fundamental analysis Fundamental indicators U.S. stock market Empirical examination Long term Investment strategies Musílek, Petr, 1965- xx0004966 ths Drahokoupil, Matěj ISIS:119458 opn Vysoká škola ekonomická v Praze. Fakulta financí a účetnictví kn20010709398 dgg https://insis.vse.cz/zp/84740/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/84740 Hlavní práce https://insis.vse.cz/zp/84740/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/84740/posudek/oponent/83318 Oponentura https://insis.vse.cz/zp/84740/podrobnosti dc:identifier NEPOSILAT VSKP vse84740 240613 84740